FinTree website link: http://www.fintreeindia.com
This series of video's discusses following key points :
1) Purposes of stress testing and the process of implementing a stress testing scenario
2) Event-driven scenarios and portfolio-driven scenarios
3) Common one-variable sensitivity tests
4) Drawbacks to scenario analysis
5) Unidimensional and multidimensional scenarios
6) Various approaches to multidimensional scenario analysis
7) Sensitivity analysis and stress testing model parameters
8) Results of a stress test can be used to improve risk analysis and risk management systems
We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with!
This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live FRM Part I Classes in Pune (India).
FB Page link :http://www.facebook.com/Fin...

An introduction to Stress Testing, with an emphasis on market risk, using components of the corresponding module found under OptimalMRM's market risk e-Learning service.
The full presentation includes risk measurement exercises in Excel and guides subscribers as they practice the concepts and techniques presented in a hands-on manner.
We invite you to attend a complimentary e-Learning demo module (http://www.optimalmrm.com/services/elearning-catalog/17-banks/22-basel/) to experience how Optimal MRM delivers a practical understanding of risk in a rich and interactive manner.

published:22 Aug 2013

views:17934

This video explains the Bank of England's approach to stress testing UK banks. On KnowledgeBank we explain how stress testing helps keep our financial system safe.
Find out more - http://edu.bankofengland.co.uk/knowledgebank/will-there-be-another-financial-crisis
Or - http://www.bankofengland.co.uk/publications/Pages/news/2015/076.aspx

published:21 Oct 2015

views:16169

An overview of stress testing in the banking industry, with guidelines for senior management on how to position the bank to minimize the risk of failing a stress test.

published:10 Apr 2016

views:7042

The Bank of England's second annual stress tests have focused on the banking sector's ability to withstand the effects of an emerging markets crisis originating in China. The FT's Martin Arnold explains the tests and what the results mean – in 90 seconds.
► Subscribe to the Financial Times on YouTube: http://bit.ly/FTimeSubs
For more video content from the Financial Times, visit http://www.FT.com/video
Twitter https://twitter.com/ftvideo
Facebook https://www.facebook.com/financialtimes

published:01 Dec 2015

views:958

Bank Stress-Testing, Analysis and Valuation:
http://www.londonfs.com/programmes/Bank-Stress-Testing-Analysis-and-Valuation/Overview/
Rupesh Tailor discussed changes in the banking industry that emphasise the importance of bank stress-testing, analysis and valuation in today's market.
New products arising in banks' capital structures bring added risk for investors, and being able to properly stress-test capital and liquidity allow them to identify banks that are more susceptible to failure and those that are likely to survive.
This video was produced by London Financial Studies.

published:24 Apr 2013

views:7166

► Subscribe to the Financial Times on YouTube: http://bit.ly/FTimeSubs
The USFederal Reserve has released the results of its latest stress tests, designed to establish banks' ability to cope with catastrophic shocks. So how did the banks fare, and what does this mean for shareholders? Lex's Sujeet Indap explains.
For more video content from the Financial Times, visit http://www.FT.com/video
Twitter https://twitter.com/ftvideo
Facebook https://www.facebook.com/financialtimes

published:30 Jun 2016

views:1052

Advanced Liquidity Risk, Stress-Testing and Pricing:
http://www.londonfs.com/programmes/Advanced-Liquidity-Risk-Stress-Testing-and-Pricing/Overview/
Leonard Matz discusses liquidity risk in financial institutions and its causes, as well as existing best practices and regulatory requirements. Matz goes on to explain the real objectives of stress-testing and how these can be helpful to contingency planning and balance-sheet management.
Liquidity risk pricing is the third key topic, presented as a new challenge for global bankers, risk managers and treasury professionals.
This video was produced by London Financial Studies.

published:12 Sep 2013

views:6502

Macroeconomic stress testing is an exercise that is driven by central banks and regulators. Download a Trial of MATLAB: https://goo.gl/C2Y9A5
Learn More About MATLAB Financial Services Solutions: http://goo.gl/j6MNHr
Scenarios on key risk parameters are developed then handed over to these banks. They then run these scenarios on their own portfolios to better understand the inherent risks and their capital requirements for exercises and regulatory requirements such as CCAR. The process has a number of key steps including: downloading data, designing and analyzing risk scenarios, building and validating macroeconomic models, and pricing of portfolios.

published:09 May 2016

views:1740

130 banks in Europe are being put to the test. The ECB's stress test is designed to find out how banks would deal with a hypothetical crisis. Do they have enough equity capital to survive? Made in Germany explains how the stress test works and what it's supposedly good for.
Report by Anna Wills and AndreasNeuhaus
More from this edition of Made in Germany: http://www.dw.de/made-in-germany-the-business-magazine-2014-10-21/e-17951209-9798

Finance

Finance is a field that deals with the study of investments. It includes the dynamics of assets and liabilities over time under conditions of different degrees of uncertainty and risk. Finance can also be defined as the science of money management. A key point in finance is the time value of money, which states that purchasing power of one unit of currency can vary over time. Finance aims to price assets based on their risk level and their expected rate of return. Finance can be broken into three different sub-categories: public finance, corporate finance and personal finance.

Stress testing

Stress testing (sometimes called torture testing) is a form of deliberately intense or thorough testing used to determine the stability of a given system or entity. It involves testing beyond normal operational capacity, often to a breaking point, in order to observe the results. Reasons can include:

The term "stress" may have a more specific meaning in certain industries, such as material sciences, and therefore stress testing may sometimes have a technical meaning – one example is in fatigue testing for materials.

The Financial Times has an average daily readership of 2.2million people worldwide (PwC audited figures, November 2011). FT.com has 4.5 million registered users and over 285,000 digital subscribers, as well as 600,000 paying users. FT Chinese has more than 1.7million registered users. The world editions of the Financial Times newspaper had a combined average daily circulation of 234,193 copies (88,000 for the UK edition), for January 2014. In February 2014 the world editions, combined, of the Financial Times sold 224,000 copies. In October 2013, the combined paid print and digital circulation of the Financial Times reached nearly 629,000 copies (282,000 for print and 387,000 for online sales), the highest circulation in its 125-year history.As of August 2014, print sales for the paper (all editions combined) stand at 210,182.

2015-FRM : Stress Testing Part 1(of 2)

FinTree website link: http://www.fintreeindia.com
This series of video's discusses following key points :
1) Purposes of stress testing and the process of implementing a stress testing scenario
2) Event-driven scenarios and portfolio-driven scenarios
3) Common one-variable sensitivity tests
4) Drawbacks to scenario analysis
5) Unidimensional and multidimensional scenarios
6) Various approaches to multidimensional scenario analysis
7) Sensitivity analysis and stress testing model parameters
8) Results of a stress test can be used to improve risk analysis and risk management systems
We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with!
This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live FRM Part I Classes in Pune (India).
FB Page link :http://www.facebook.com/Fin...

Stress Testing

An introduction to Stress Testing, with an emphasis on market risk, using components of the corresponding module found under OptimalMRM's market risk e-Learning service.
The full presentation includes risk measurement exercises in Excel and guides subscribers as they practice the concepts and techniques presented in a hands-on manner.
We invite you to attend a complimentary e-Learning demo module (http://www.optimalmrm.com/services/elearning-catalog/17-banks/22-basel/) to experience how Optimal MRM delivers a practical understanding of risk in a rich and interactive manner.

1:31

What is stress testing?

What is stress testing?

What is stress testing?

This video explains the Bank of England's approach to stress testing UK banks. On KnowledgeBank we explain how stress testing helps keep our financial system safe.
Find out more - http://edu.bankofengland.co.uk/knowledgebank/will-there-be-another-financial-crisis
Or - http://www.bankofengland.co.uk/publications/Pages/news/2015/076.aspx

27:21

Stress Testing in Banking

Stress Testing in Banking

Stress Testing in Banking

An overview of stress testing in the banking industry, with guidelines for senior management on how to position the bank to minimize the risk of failing a stress test.

1:48

BoE stress tests – in 90 seconds | FT Business

BoE stress tests – in 90 seconds | FT Business

BoE stress tests – in 90 seconds | FT Business

The Bank of England's second annual stress tests have focused on the banking sector's ability to withstand the effects of an emerging markets crisis originating in China. The FT's Martin Arnold explains the tests and what the results mean – in 90 seconds.
► Subscribe to the Financial Times on YouTube: http://bit.ly/FTimeSubs
For more video content from the Financial Times, visit http://www.FT.com/video
Twitter https://twitter.com/ftvideo
Facebook https://www.facebook.com/financialtimes

7:11

Bank Stress-Testing, Analysis and Valuation - Rupesh Tailor

Bank Stress-Testing, Analysis and Valuation - Rupesh Tailor

Bank Stress-Testing, Analysis and Valuation - Rupesh Tailor

Bank Stress-Testing, Analysis and Valuation:
http://www.londonfs.com/programmes/Bank-Stress-Testing-Analysis-and-Valuation/Overview/
Rupesh Tailor discussed changes in the banking industry that emphasise the importance of bank stress-testing, analysis and valuation in today's market.
New products arising in banks' capital structures bring added risk for investors, and being able to properly stress-test capital and liquidity allow them to identify banks that are more susceptible to failure and those that are likely to survive.
This video was produced by London Financial Studies.

2:19

Fed stress tests explained | FT Business

Fed stress tests explained | FT Business

Fed stress tests explained | FT Business

► Subscribe to the Financial Times on YouTube: http://bit.ly/FTimeSubs
The USFederal Reserve has released the results of its latest stress tests, designed to establish banks' ability to cope with catastrophic shocks. So how did the banks fare, and what does this mean for shareholders? Lex's Sujeet Indap explains.
For more video content from the Financial Times, visit http://www.FT.com/video
Twitter https://twitter.com/ftvideo
Facebook https://www.facebook.com/financialtimes

8:27

Advanced Liquidity Risk, Stress-Testing and Pricing

Advanced Liquidity Risk, Stress-Testing and Pricing

Advanced Liquidity Risk, Stress-Testing and Pricing

Advanced Liquidity Risk, Stress-Testing and Pricing:
http://www.londonfs.com/programmes/Advanced-Liquidity-Risk-Stress-Testing-and-Pricing/Overview/
Leonard Matz discusses liquidity risk in financial institutions and its causes, as well as existing best practices and regulatory requirements. Matz goes on to explain the real objectives of stress-testing and how these can be helpful to contingency planning and balance-sheet management.
Liquidity risk pricing is the third key topic, presented as a new challenge for global bankers, risk managers and treasury professionals.
This video was produced by London Financial Studies.

5:26

MATLAB and Macroeconomic Stress Testing - MATLAB Video

MATLAB and Macroeconomic Stress Testing - MATLAB Video

MATLAB and Macroeconomic Stress Testing - MATLAB Video

Macroeconomic stress testing is an exercise that is driven by central banks and regulators. Download a Trial of MATLAB: https://goo.gl/C2Y9A5
Learn More About MATLAB Financial Services Solutions: http://goo.gl/j6MNHr
Scenarios on key risk parameters are developed then handed over to these banks. They then run these scenarios on their own portfolios to better understand the inherent risks and their capital requirements for exercises and regulatory requirements such as CCAR. The process has a number of key steps including: downloading data, designing and analyzing risk scenarios, building and validating macroeconomic models, and pricing of portfolios.

2:02

Stress Tests - Are Europe's Banks Safe? | Made in Germany

Stress Tests - Are Europe's Banks Safe? | Made in Germany

Stress Tests - Are Europe's Banks Safe? | Made in Germany

130 banks in Europe are being put to the test. The ECB's stress test is designed to find out how banks would deal with a hypothetical crisis. Do they have enough equity capital to survive? Made in Germany explains how the stress test works and what it's supposedly good for.
Report by Anna Wills and AndreasNeuhaus
More from this edition of Made in Germany: http://www.dw.de/made-in-germany-the-business-magazine-2014-10-21/e-17951209-9798

CCAR Stress Test – Creating Revenue Forecast Models

Learn watch how Ayasdi's machine intelligence CCAR stress test software is used by major banks to create defensible revenue forecast models that work in all stress test scenarios. See how our CCAR stress test software rapidly correlates and analyze thousands of macroeconomic indicators to uncover those variables that impact revenue - in weeks. In this video Ayasdi Head of Financials Services, Michael Woods, will discusses the challenge of complexity and the solution. Visit our website for additional information http://www.ayasdi.com/industries/financial-services/ccar-stress-test/

47:26

Dodd Frank: Webinar: Act Stress Test (DFAST)

Dodd Frank: Webinar: Act Stress Test (DFAST)

Dodd Frank: Webinar: Act Stress Test (DFAST)

what is dodd frank financial reform law

3:23

Financial "Stress Tests" Aren't Just For Banks, They're For Households

Financial "Stress Tests" Aren't Just For Banks, They're For Households

Financial "Stress Tests" Aren't Just For Banks, They're For Households

Freedmont MortgageCEOCarlDelmont explains how individuals and families can perform their own financial "stress test" to better prepare for unexpected situations.

2015-FRM : Stress Testing Part 1(of 2)

FinTree website link: http://www.fintreeindia.com
This series of video's discusses following key points :
1) Purposes of stress testing and the process of implementing a stress testing scenario
2) Event-driven scenarios and portfolio-driven scenarios
3) Common one-variable sensitivity tests
4) Drawbacks to scenario analysis
5) Unidimensional and multidimensional scenarios
6) Various approaches to multidimensional scenario analysis
7) Sensitivity analysis and stress testing model parameters
8) Results of a stress test can be used to improve risk analysis and risk management systems
We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with!
This Video lecture was recorded ...

Stress Testing

An introduction to Stress Testing, with an emphasis on market risk, using components of the corresponding module found under OptimalMRM's market risk e-Learning service.
The full presentation includes risk measurement exercises in Excel and guides subscribers as they practice the concepts and techniques presented in a hands-on manner.
We invite you to attend a complimentary e-Learning demo module (http://www.optimalmrm.com/services/elearning-catalog/17-banks/22-basel/) to experience how Optimal MRM delivers a practical understanding of risk in a rich and interactive manner.

published: 22 Aug 2013

What is stress testing?

This video explains the Bank of England's approach to stress testing UK banks. On KnowledgeBank we explain how stress testing helps keep our financial system safe.
Find out more - http://edu.bankofengland.co.uk/knowledgebank/will-there-be-another-financial-crisis
Or - http://www.bankofengland.co.uk/publications/Pages/news/2015/076.aspx

published: 21 Oct 2015

Stress Testing in Banking

An overview of stress testing in the banking industry, with guidelines for senior management on how to position the bank to minimize the risk of failing a stress test.

published: 10 Apr 2016

BoE stress tests – in 90 seconds | FT Business

The Bank of England's second annual stress tests have focused on the banking sector's ability to withstand the effects of an emerging markets crisis originating in China. The FT's Martin Arnold explains the tests and what the results mean – in 90 seconds.
► Subscribe to the Financial Times on YouTube: http://bit.ly/FTimeSubs
For more video content from the Financial Times, visit http://www.FT.com/video
Twitter https://twitter.com/ftvideo
Facebook https://www.facebook.com/financialtimes

published: 01 Dec 2015

Bank Stress-Testing, Analysis and Valuation - Rupesh Tailor

Bank Stress-Testing, Analysis and Valuation:
http://www.londonfs.com/programmes/Bank-Stress-Testing-Analysis-and-Valuation/Overview/
Rupesh Tailor discussed changes in the banking industry that emphasise the importance of bank stress-testing, analysis and valuation in today's market.
New products arising in banks' capital structures bring added risk for investors, and being able to properly stress-test capital and liquidity allow them to identify banks that are more susceptible to failure and those that are likely to survive.
This video was produced by London Financial Studies.

published: 24 Apr 2013

Fed stress tests explained | FT Business

► Subscribe to the Financial Times on YouTube: http://bit.ly/FTimeSubs
The USFederal Reserve has released the results of its latest stress tests, designed to establish banks' ability to cope with catastrophic shocks. So how did the banks fare, and what does this mean for shareholders? Lex's Sujeet Indap explains.
For more video content from the Financial Times, visit http://www.FT.com/video
Twitter https://twitter.com/ftvideo
Facebook https://www.facebook.com/financialtimes

published: 30 Jun 2016

Advanced Liquidity Risk, Stress-Testing and Pricing

Advanced Liquidity Risk, Stress-Testing and Pricing:
http://www.londonfs.com/programmes/Advanced-Liquidity-Risk-Stress-Testing-and-Pricing/Overview/
Leonard Matz discusses liquidity risk in financial institutions and its causes, as well as existing best practices and regulatory requirements. Matz goes on to explain the real objectives of stress-testing and how these can be helpful to contingency planning and balance-sheet management.
Liquidity risk pricing is the third key topic, presented as a new challenge for global bankers, risk managers and treasury professionals.
This video was produced by London Financial Studies.

published: 12 Sep 2013

MATLAB and Macroeconomic Stress Testing - MATLAB Video

Macroeconomic stress testing is an exercise that is driven by central banks and regulators. Download a Trial of MATLAB: https://goo.gl/C2Y9A5
Learn More About MATLAB Financial Services Solutions: http://goo.gl/j6MNHr
Scenarios on key risk parameters are developed then handed over to these banks. They then run these scenarios on their own portfolios to better understand the inherent risks and their capital requirements for exercises and regulatory requirements such as CCAR. The process has a number of key steps including: downloading data, designing and analyzing risk scenarios, building and validating macroeconomic models, and pricing of portfolios.

published: 09 May 2016

Stress Tests - Are Europe's Banks Safe? | Made in Germany

130 banks in Europe are being put to the test. The ECB's stress test is designed to find out how banks would deal with a hypothetical crisis. Do they have enough equity capital to survive? Made in Germany explains how the stress test works and what it's supposedly good for.
Report by Anna Wills and AndreasNeuhaus
More from this edition of Made in Germany: http://www.dw.de/made-in-germany-the-business-magazine-2014-10-21/e-17951209-9798

Risk Modeling and Stress Testing

What Is A Financial Stress Test?

Banks on wednesday passed the second of federal reserve's annual stress tests, which determine whether they can move prior to global financial crisis, use tests by regulators was take policy action, as well what sort actions might be taken in event 27 mar 2017 our approach testing uk banking system published october march 2013, committee (fpc) recommended that regular is testing? These are attempts gauge health banks running disaster scenarios and seeing if survive. Do you pass the financial stress test? Bloomberg. The test involves the simulation of various unfavorable financial conditions to see stress testing nonbank institutions aims address several questions. Just like how a stress test is an analysis of bank would cope with economic crisis. Stress testing of banks an introduction ban...

The "Congressional Oversight Panel" was mandated by Title 1, Section 125 of the TARP legislation as an "establishment in the legislative branch." The Congressional Oversight Panel is charged with the job of reviewing the state of the markets, current regulatory system, and the Treasury Department's management of the Troubled Asset Relief Program. The panel is required to report their findings to Congress every 30 days, counting from the first asset purchase made under the program. The panel must also submit a special report to Congress about regulatory reform on or before January 20, 2009. The Congressional Oversight Panel will cease to exist on December 31, 2009 unless renewed.
The panel consists of five outside experts appointed as follows:
One member chosen by the Speaker of the H...

CCAR Stress Test – Creating Revenue Forecast Models

Learn watch how Ayasdi's machine intelligence CCAR stress test software is used by major banks to create defensible revenue forecast models that work in all stress test scenarios. See how our CCAR stress test software rapidly correlates and analyze thousands of macroeconomic indicators to uncover those variables that impact revenue - in weeks. In this video Ayasdi Head of Financials Services, Michael Woods, will discusses the challenge of complexity and the solution. Visit our website for additional information http://www.ayasdi.com/industries/financial-services/ccar-stress-test/

published: 10 Apr 2015

Dodd Frank: Webinar: Act Stress Test (DFAST)

what is dodd frank financial reform law

published: 05 Feb 2017

Financial "Stress Tests" Aren't Just For Banks, They're For Households

Freedmont MortgageCEOCarlDelmont explains how individuals and families can perform their own financial "stress test" to better prepare for unexpected situations.

2015-FRM : Stress Testing Part 1(of 2)

FinTree website link: http://www.fintreeindia.com
This series of video's discusses following key points :
1) Purposes of stress testing and the process of imp...

FinTree website link: http://www.fintreeindia.com
This series of video's discusses following key points :
1) Purposes of stress testing and the process of implementing a stress testing scenario
2) Event-driven scenarios and portfolio-driven scenarios
3) Common one-variable sensitivity tests
4) Drawbacks to scenario analysis
5) Unidimensional and multidimensional scenarios
6) Various approaches to multidimensional scenario analysis
7) Sensitivity analysis and stress testing model parameters
8) Results of a stress test can be used to improve risk analysis and risk management systems
We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with!
This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live FRM Part I Classes in Pune (India).
FB Page link :http://www.facebook.com/Fin...

FinTree website link: http://www.fintreeindia.com
This series of video's discusses following key points :
1) Purposes of stress testing and the process of implementing a stress testing scenario
2) Event-driven scenarios and portfolio-driven scenarios
3) Common one-variable sensitivity tests
4) Drawbacks to scenario analysis
5) Unidimensional and multidimensional scenarios
6) Various approaches to multidimensional scenario analysis
7) Sensitivity analysis and stress testing model parameters
8) Results of a stress test can be used to improve risk analysis and risk management systems
We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with!
This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live FRM Part I Classes in Pune (India).
FB Page link :http://www.facebook.com/Fin...

Stress Testing

An introduction to Stress Testing, with an emphasis on market risk, using components of the corresponding module found under OptimalMRM's market risk e-Learnin...

An introduction to Stress Testing, with an emphasis on market risk, using components of the corresponding module found under OptimalMRM's market risk e-Learning service.
The full presentation includes risk measurement exercises in Excel and guides subscribers as they practice the concepts and techniques presented in a hands-on manner.
We invite you to attend a complimentary e-Learning demo module (http://www.optimalmrm.com/services/elearning-catalog/17-banks/22-basel/) to experience how Optimal MRM delivers a practical understanding of risk in a rich and interactive manner.

An introduction to Stress Testing, with an emphasis on market risk, using components of the corresponding module found under OptimalMRM's market risk e-Learning service.
The full presentation includes risk measurement exercises in Excel and guides subscribers as they practice the concepts and techniques presented in a hands-on manner.
We invite you to attend a complimentary e-Learning demo module (http://www.optimalmrm.com/services/elearning-catalog/17-banks/22-basel/) to experience how Optimal MRM delivers a practical understanding of risk in a rich and interactive manner.

What is stress testing?

This video explains the Bank of England's approach to stress testing UK banks. On KnowledgeBank we explain how stress testing helps keep our financial system sa...

This video explains the Bank of England's approach to stress testing UK banks. On KnowledgeBank we explain how stress testing helps keep our financial system safe.
Find out more - http://edu.bankofengland.co.uk/knowledgebank/will-there-be-another-financial-crisis
Or - http://www.bankofengland.co.uk/publications/Pages/news/2015/076.aspx

This video explains the Bank of England's approach to stress testing UK banks. On KnowledgeBank we explain how stress testing helps keep our financial system safe.
Find out more - http://edu.bankofengland.co.uk/knowledgebank/will-there-be-another-financial-crisis
Or - http://www.bankofengland.co.uk/publications/Pages/news/2015/076.aspx

BoE stress tests – in 90 seconds | FT Business

The Bank of England's second annual stress tests have focused on the banking sector's ability to withstand the effects of an emerging markets crisis originating...

The Bank of England's second annual stress tests have focused on the banking sector's ability to withstand the effects of an emerging markets crisis originating in China. The FT's Martin Arnold explains the tests and what the results mean – in 90 seconds.
► Subscribe to the Financial Times on YouTube: http://bit.ly/FTimeSubs
For more video content from the Financial Times, visit http://www.FT.com/video
Twitter https://twitter.com/ftvideo
Facebook https://www.facebook.com/financialtimes

The Bank of England's second annual stress tests have focused on the banking sector's ability to withstand the effects of an emerging markets crisis originating in China. The FT's Martin Arnold explains the tests and what the results mean – in 90 seconds.
► Subscribe to the Financial Times on YouTube: http://bit.ly/FTimeSubs
For more video content from the Financial Times, visit http://www.FT.com/video
Twitter https://twitter.com/ftvideo
Facebook https://www.facebook.com/financialtimes

Bank Stress-Testing, Analysis and Valuation:
http://www.londonfs.com/programmes/Bank-Stress-Testing-Analysis-and-Valuation/Overview/
Rupesh Tailor discussed changes in the banking industry that emphasise the importance of bank stress-testing, analysis and valuation in today's market.
New products arising in banks' capital structures bring added risk for investors, and being able to properly stress-test capital and liquidity allow them to identify banks that are more susceptible to failure and those that are likely to survive.
This video was produced by London Financial Studies.

Bank Stress-Testing, Analysis and Valuation:
http://www.londonfs.com/programmes/Bank-Stress-Testing-Analysis-and-Valuation/Overview/
Rupesh Tailor discussed changes in the banking industry that emphasise the importance of bank stress-testing, analysis and valuation in today's market.
New products arising in banks' capital structures bring added risk for investors, and being able to properly stress-test capital and liquidity allow them to identify banks that are more susceptible to failure and those that are likely to survive.
This video was produced by London Financial Studies.

► Subscribe to the Financial Times on YouTube: http://bit.ly/FTimeSubs
The USFederal Reserve has released the results of its latest stress tests, designed to establish banks' ability to cope with catastrophic shocks. So how did the banks fare, and what does this mean for shareholders? Lex's Sujeet Indap explains.
For more video content from the Financial Times, visit http://www.FT.com/video
Twitter https://twitter.com/ftvideo
Facebook https://www.facebook.com/financialtimes

► Subscribe to the Financial Times on YouTube: http://bit.ly/FTimeSubs
The USFederal Reserve has released the results of its latest stress tests, designed to establish banks' ability to cope with catastrophic shocks. So how did the banks fare, and what does this mean for shareholders? Lex's Sujeet Indap explains.
For more video content from the Financial Times, visit http://www.FT.com/video
Twitter https://twitter.com/ftvideo
Facebook https://www.facebook.com/financialtimes

Advanced Liquidity Risk, Stress-Testing and Pricing:
http://www.londonfs.com/programmes/Advanced-Liquidity-Risk-Stress-Testing-and-Pricing/Overview/
Leonard Matz discusses liquidity risk in financial institutions and its causes, as well as existing best practices and regulatory requirements. Matz goes on to explain the real objectives of stress-testing and how these can be helpful to contingency planning and balance-sheet management.
Liquidity risk pricing is the third key topic, presented as a new challenge for global bankers, risk managers and treasury professionals.
This video was produced by London Financial Studies.

Advanced Liquidity Risk, Stress-Testing and Pricing:
http://www.londonfs.com/programmes/Advanced-Liquidity-Risk-Stress-Testing-and-Pricing/Overview/
Leonard Matz discusses liquidity risk in financial institutions and its causes, as well as existing best practices and regulatory requirements. Matz goes on to explain the real objectives of stress-testing and how these can be helpful to contingency planning and balance-sheet management.
Liquidity risk pricing is the third key topic, presented as a new challenge for global bankers, risk managers and treasury professionals.
This video was produced by London Financial Studies.

MATLAB and Macroeconomic Stress Testing - MATLAB Video

Macroeconomic stress testing is an exercise that is driven by central banks and regulators. Download a Trial of MATLAB: https://goo.gl/C2Y9A5
Learn More About ...

Macroeconomic stress testing is an exercise that is driven by central banks and regulators. Download a Trial of MATLAB: https://goo.gl/C2Y9A5
Learn More About MATLAB Financial Services Solutions: http://goo.gl/j6MNHr
Scenarios on key risk parameters are developed then handed over to these banks. They then run these scenarios on their own portfolios to better understand the inherent risks and their capital requirements for exercises and regulatory requirements such as CCAR. The process has a number of key steps including: downloading data, designing and analyzing risk scenarios, building and validating macroeconomic models, and pricing of portfolios.

Macroeconomic stress testing is an exercise that is driven by central banks and regulators. Download a Trial of MATLAB: https://goo.gl/C2Y9A5
Learn More About MATLAB Financial Services Solutions: http://goo.gl/j6MNHr
Scenarios on key risk parameters are developed then handed over to these banks. They then run these scenarios on their own portfolios to better understand the inherent risks and their capital requirements for exercises and regulatory requirements such as CCAR. The process has a number of key steps including: downloading data, designing and analyzing risk scenarios, building and validating macroeconomic models, and pricing of portfolios.

Stress Tests - Are Europe's Banks Safe? | Made in Germany

130 banks in Europe are being put to the test. The ECB's stress test is designed to find out how banks would deal with a hypothetical crisis. Do they have enoug...

130 banks in Europe are being put to the test. The ECB's stress test is designed to find out how banks would deal with a hypothetical crisis. Do they have enough equity capital to survive? Made in Germany explains how the stress test works and what it's supposedly good for.
Report by Anna Wills and AndreasNeuhaus
More from this edition of Made in Germany: http://www.dw.de/made-in-germany-the-business-magazine-2014-10-21/e-17951209-9798

130 banks in Europe are being put to the test. The ECB's stress test is designed to find out how banks would deal with a hypothetical crisis. Do they have enough equity capital to survive? Made in Germany explains how the stress test works and what it's supposedly good for.
Report by Anna Wills and AndreasNeuhaus
More from this edition of Made in Germany: http://www.dw.de/made-in-germany-the-business-magazine-2014-10-21/e-17951209-9798

CCAR Stress Test – Creating Revenue Forecast Models

Learn watch how Ayasdi's machine intelligence CCAR stress test software is used by major banks to create defensible revenue forecast models that work in all st...

Learn watch how Ayasdi's machine intelligence CCAR stress test software is used by major banks to create defensible revenue forecast models that work in all stress test scenarios. See how our CCAR stress test software rapidly correlates and analyze thousands of macroeconomic indicators to uncover those variables that impact revenue - in weeks. In this video Ayasdi Head of Financials Services, Michael Woods, will discusses the challenge of complexity and the solution. Visit our website for additional information http://www.ayasdi.com/industries/financial-services/ccar-stress-test/

Learn watch how Ayasdi's machine intelligence CCAR stress test software is used by major banks to create defensible revenue forecast models that work in all stress test scenarios. See how our CCAR stress test software rapidly correlates and analyze thousands of macroeconomic indicators to uncover those variables that impact revenue - in weeks. In this video Ayasdi Head of Financials Services, Michael Woods, will discusses the challenge of complexity and the solution. Visit our website for additional information http://www.ayasdi.com/industries/financial-services/ccar-stress-test/

Dodd Frank: Webinar: Act Stress Test (DFAST)

what is dodd frank financial reform law

published: 05 Feb 2017

CCAR Stress Test – Creating Revenue Forecast Models

Learn watch how Ayasdi's machine intelligence CCAR stress test software is used by major banks to create defensible revenue forecast models that work in all stress test scenarios. See how our CCAR stress test software rapidly correlates and analyze thousands of macroeconomic indicators to uncover those variables that impact revenue - in weeks. In this video Ayasdi Head of Financials Services, Michael Woods, will discusses the challenge of complexity and the solution. Visit our website for additional information http://www.ayasdi.com/industries/financial-services/ccar-stress-test/

The "Congressional Oversight Panel" was mandated by Title 1, Section 125 of the TARP legislation as an "establishment in the legislative branch." The Congressional Oversight Panel is charged with the job of reviewing the state of the markets, current regulatory system, and the Treasury Department's management of the Troubled Asset Relief Program. The panel is required to report their findings to Congress every 30 days, counting from the first asset purchase made under the program. The panel must also submit a special report to Congress about regulatory reform on or before January 20, 2009. The Congressional Oversight Panel will cease to exist on December 31, 2009 unless renewed.
The panel consists of five outside experts appointed as follows:
One member chosen by the Speaker of the H...

The Supervisory Capital Assessment Program, publicly described as the bank stress tests (even though a number of the companies that were subject to them were not banks), was an assessment of capital conducted by the Federal Reserve System and thrift supervisors to determine if the largest U.S. financial organizations had sufficient capital buffers to withstand the recession and the financial market turmoil. The test used two macroeconomic scenarios, one based on baseline conditions and the other with more pessimistic expectations, to plot a 'What If?' exploration into the banking situation in the rest of 2009 and into 2010. The capital levels at 19 institutions were assessed based on their Tier 1 common capital, although it was originally thought that regulators would use tangible common e...

published: 24 Nov 2014

Stress Testing and Scenario Analysis

published: 24 Jan 2017

Climate stress-testing the financial system - a webinar hosted by ShareAction

Governance over stress testing

Stress Testing and Capital Planning The Federal Reserve's Approach

In the wake of the global financial crisis, banking regulators across jurisdictions are emphasizing the use of stress testing of financial institutions as a supervisory tool to avoid repeat of such crises in the future. The stress testing approaches differ by jurisdiction and financial institution, but are all intended to provide regulators and bank management with a picture of how financial institutions will fare under different stress scenarios, and what steps must be taken to prepare for, and to mitigate, those possible scenarios.

Chairman Bernanke Discusses Stress Testing

Integrating Economic Scenarios into Stress Testing - Dan Rosen

Regulatory and expert scenarios are typically described in terms of a small number of key economic variables or factors. However, when applied to a portfolio, they are incomplete – they generally do not describe what occurs to all relevant market risk and credit risk factors that affect a portfolio. We need to understand how these risk factors behave, conditional on the outcome of the economic factors, and the map this to portfolio losses. We introduce a new approach called Least Squares Stress Testing (LSST). LSST is a simulation-based conditional scenario generation method that offers many advantages over more traditional analytical methods. Simulation techniques are simple, flexible, and provide very transparent results, which are auditable and easy to explain.
Dan Rosen is currently a...

Jason Burack interviewed returning guest, former managing director at Goldman Sachs & Bear Stearns turned whistle blower and author, Nomi Prinshttp://www.nomiprins.com/. Nomi's full bio is here: http://www.nomiprins.com/biography/
Nomi is the author of numerous books including, All the Presidents' Bankers: The Hidden Alliances that DriveAmericanPower https://www.amazon.com/All-Presidents-Bankers-Alliances-American/dp/1568584792/
She is currently working on her newest book, Artisans of Money, which will be out later in 2017.
Nomi's review of 2016 and 2017 political/markets predictions: http://www.nomiprins.com/thoughts/2017/1/3/my-political-financial-road-map-for-2017.html
During this interview, Jason asks Nomi about the effects a strong US Dollar on the US Dollar Index can have on t...

published: 11 Jan 2017

Stress Testing the Loan Portfolio, part 1

This is part 1 of 3.
Mike Lubansky, director of consulting services at Sageworks, spoke to federal bank examiners from the FDIC, OCC, NCUA and the Federal Reserve at the Supervisory Updates & EmergingIssuesConference for CommunityFinancial Institutions in Washington this week. He discussed regulatory requirements related to stress testing, an explanation of both top down and bottom up stress testing and common data challenges experienced by financial institutions. Learn more about stress testing at http://web.sageworks.com/stress-testing-software/

published: 26 Apr 2013

Financial crises research at the Cambridge Centre for Risk Studies

Investment risk models and economic assessments work well during periods of business-as-usual, but are deficient when the economy switches into a financial crisis. There are many examples of the failures of otherwise-reliable risk models during periods of market turmoil. Understanding the process of contagion in the financial markets, to the global banking system, and to sovereign and central banks remains a severe challenge. Regulators have responded to the financial crisis failures of 2008 by requiring financial institutions to instigate stress tests to demonstrate that their practices and risk capital are adequate for future crises, but these stress tests have been controversial.
The MarketRisk seminar, held on 8 December2015 at the University of CambridgeJudge Business School, prese...

published: 19 Jan 2016

Exploring tail risk in financial catastrophe

0010DownloadShare
Investment risk models and economic assessments work well during periods of business-as-usual, but are deficient when the economy switches into a financial crisis. There are many examples of the failures of otherwise-reliable risk models during periods of market turmoil. Understanding the process of contagion in the financial markets, to the global banking system, and to sovereign and central banks remains a severe challenge. Regulators have responded to the financial crisis failures of 2008 by requiring financial institutions to instigate stress tests to demonstrate that their practices and risk capital are adequate for future crises, but these stress tests have been controversial.
The MarketRisk seminar, held on 8 December2015 at the University of CambridgeJudge Busi...

published: 19 Jan 2016

Stress Testing the Loan Portfolio, part 2

This is part 2 of 3.
Mike Lubansky, director of consulting services at Sageworks, spoke to federal bank examiners from the FDIC, OCC, NCUA and the Federal Reserve at the Supervisory Updates & EmergingIssuesConference for CommunityFinancial Institutions in Washington this week. He discussed regulatory requirements related to stress testing, an explanation of both top down and bottom up stress testing and common data challenges experienced by financial institutions. Learn more about stress testing at http://web.sageworks.com/stress-testing-software/

Harvard Book Store welcomed Timothy F. Geithner, the seventy-fifth secretary of the U.S.Department of the Treasury, and Harvard Kennedy School's David Gergen for a discussion of Secretary Geithner's first book, Stress Test: Reflections on Financial Crises.
In Stress Test, Secretary Geithner provides an illuminating, candid, and definitive account of the unprecedented effort to save the U.S. economy from collapse in the wake of the worst global financial crisis since the Great Depression. Drawing upon his unique perspective and experience, Geithner takes readers behind the scenes during the darkest moments of the crisis. Swift, decisive, and creative action was required to avert disaster, but policy makers faced a fog of uncertainty, with no good options and the risk of catastrophic outcomes.
Stress Test explains in accessible and forthright terms the most controversial and politically unpalatable decisions of Geithner's tenures at the Federal Reserve Bank of New York and at the Treasury, including the harrowing weekend Lehman Brothers went bankrupt; the searing crucible of the AIG bonuses controversy; the development of his widely criticized but ultimately successful plan in early 2009 to end the crisis; the bracing fight for the most sweeping financial reforms in seventy years; and the lingering aftershocks of the crisis, including high unemployment, the fiscal battles, and Europe's repeated flirtations with the economic abyss.
Geithner also shares his personal and professional recollections of key players such as President Obama, Ben Bernanke, Hank Paulson, and Larry Summers, among others, and examines the tensions between politics and policy that have come to dominate discussions of the U.S. economy.
In Stress Test, Geithner draws upon nearly three decades of public service to share lessons in the craft of crisis response to help guide policy makers and the public alike during future financial crises.

Harvard Book Store welcomed Timothy F. Geithner, the seventy-fifth secretary of the U.S.Department of the Treasury, and Harvard Kennedy School's David Gergen for a discussion of Secretary Geithner's first book, Stress Test: Reflections on Financial Crises.
In Stress Test, Secretary Geithner provides an illuminating, candid, and definitive account of the unprecedented effort to save the U.S. economy from collapse in the wake of the worst global financial crisis since the Great Depression. Drawing upon his unique perspective and experience, Geithner takes readers behind the scenes during the darkest moments of the crisis. Swift, decisive, and creative action was required to avert disaster, but policy makers faced a fog of uncertainty, with no good options and the risk of catastrophic outcomes.
Stress Test explains in accessible and forthright terms the most controversial and politically unpalatable decisions of Geithner's tenures at the Federal Reserve Bank of New York and at the Treasury, including the harrowing weekend Lehman Brothers went bankrupt; the searing crucible of the AIG bonuses controversy; the development of his widely criticized but ultimately successful plan in early 2009 to end the crisis; the bracing fight for the most sweeping financial reforms in seventy years; and the lingering aftershocks of the crisis, including high unemployment, the fiscal battles, and Europe's repeated flirtations with the economic abyss.
Geithner also shares his personal and professional recollections of key players such as President Obama, Ben Bernanke, Hank Paulson, and Larry Summers, among others, and examines the tensions between politics and policy that have come to dominate discussions of the U.S. economy.
In Stress Test, Geithner draws upon nearly three decades of public service to share lessons in the craft of crisis response to help guide policy makers and the public alike during future financial crises.

CCAR Stress Test – Creating Revenue Forecast Models

Learn watch how Ayasdi's machine intelligence CCAR stress test software is used by major banks to create defensible revenue forecast models that work in all st...

Learn watch how Ayasdi's machine intelligence CCAR stress test software is used by major banks to create defensible revenue forecast models that work in all stress test scenarios. See how our CCAR stress test software rapidly correlates and analyze thousands of macroeconomic indicators to uncover those variables that impact revenue - in weeks. In this video Ayasdi Head of Financials Services, Michael Woods, will discusses the challenge of complexity and the solution. Visit our website for additional information http://www.ayasdi.com/industries/financial-services/ccar-stress-test/

Learn watch how Ayasdi's machine intelligence CCAR stress test software is used by major banks to create defensible revenue forecast models that work in all stress test scenarios. See how our CCAR stress test software rapidly correlates and analyze thousands of macroeconomic indicators to uncover those variables that impact revenue - in weeks. In this video Ayasdi Head of Financials Services, Michael Woods, will discusses the challenge of complexity and the solution. Visit our website for additional information http://www.ayasdi.com/industries/financial-services/ccar-stress-test/

The Supervisory Capital Assessment Program, publicly described as the bank stress tests (even though a number of the companies that were subject to them were not banks), was an assessment of capital conducted by the Federal Reserve System and thrift supervisors to determine if the largest U.S. financial organizations had sufficient capital buffers to withstand the recession and the financial market turmoil. The test used two macroeconomic scenarios, one based on baseline conditions and the other with more pessimistic expectations, to plot a 'What If?' exploration into the banking situation in the rest of 2009 and into 2010. The capital levels at 19 institutions were assessed based on their Tier 1 common capital, although it was originally thought that regulators would use tangible common equity as the yardstick. The results of the tests were released on May 7, 2009, at 5pm EST.
Before the tests were completed, the central problems facing the Treasury Department were 1) whether the tests would increase or decrease confidence in any companies that did badly on their tests and 2) whether or not the $350 billion in bailout funds that remained could cover the needed funding after the tests.
For implementation of the supervisory capital assessment program, the baseline assumptions for real GDP growth and the unemployment rate for 2009 and 2010 were assumed to be equal to the average of the projections published by Consensus Forecasts, the Blue Chip Economic Indicators survey, and the Survey of Professional Forecasters in February 2009. This baseline was intended to represent a consensus view about the depth and duration of the recession. Given the current uncertain environment, there is a risk that the economy could turn out to be appreciably weaker than expected in the baseline outlook.
The assumptions for the baseline economic outlook are consistent with the house price path implied by futures prices for the Case‐Shiller 10‐CityComposite index and the average response to a special question on house prices in the latest Blue Chip survey.
The nineteen bank holding companies being stress-tested are as follows:
Asset ranking BankResult: additional capital needed, or adequate
1 Bank of America $33.9 billion
2 JPMorgan Chase adequate
3 Citigroup $5.5 billion
4 Wells Fargo $13.7 billion
5 Goldman Sachs adequate
6 Morgan Stanley $1.8 billion
7 Metropolitan Life Insurance Company adequate
8 PNC Financial Services $0.6 billion
9 U.S. Bancorp adequate
10 The Bank of New York Mellon adequate
11 GMAC $11.5 billion
12 SunTrust Banks $2.2 billion
13 Capital One adequate
14 BB&T adequate
15 Regions Financial Corporation $2.5 billion
16 State Street Corporation adequate
17 American Express adequate
18 Fifth Third Bank $1.1 billion
19 KeyCorp $1.8 billion
http://en.wikipedia.org/wiki/2009_Supervisory_Capital_Assessment_Program_%28SCAP%29

The Supervisory Capital Assessment Program, publicly described as the bank stress tests (even though a number of the companies that were subject to them were not banks), was an assessment of capital conducted by the Federal Reserve System and thrift supervisors to determine if the largest U.S. financial organizations had sufficient capital buffers to withstand the recession and the financial market turmoil. The test used two macroeconomic scenarios, one based on baseline conditions and the other with more pessimistic expectations, to plot a 'What If?' exploration into the banking situation in the rest of 2009 and into 2010. The capital levels at 19 institutions were assessed based on their Tier 1 common capital, although it was originally thought that regulators would use tangible common equity as the yardstick. The results of the tests were released on May 7, 2009, at 5pm EST.
Before the tests were completed, the central problems facing the Treasury Department were 1) whether the tests would increase or decrease confidence in any companies that did badly on their tests and 2) whether or not the $350 billion in bailout funds that remained could cover the needed funding after the tests.
For implementation of the supervisory capital assessment program, the baseline assumptions for real GDP growth and the unemployment rate for 2009 and 2010 were assumed to be equal to the average of the projections published by Consensus Forecasts, the Blue Chip Economic Indicators survey, and the Survey of Professional Forecasters in February 2009. This baseline was intended to represent a consensus view about the depth and duration of the recession. Given the current uncertain environment, there is a risk that the economy could turn out to be appreciably weaker than expected in the baseline outlook.
The assumptions for the baseline economic outlook are consistent with the house price path implied by futures prices for the Case‐Shiller 10‐CityComposite index and the average response to a special question on house prices in the latest Blue Chip survey.
The nineteen bank holding companies being stress-tested are as follows:
Asset ranking BankResult: additional capital needed, or adequate
1 Bank of America $33.9 billion
2 JPMorgan Chase adequate
3 Citigroup $5.5 billion
4 Wells Fargo $13.7 billion
5 Goldman Sachs adequate
6 Morgan Stanley $1.8 billion
7 Metropolitan Life Insurance Company adequate
8 PNC Financial Services $0.6 billion
9 U.S. Bancorp adequate
10 The Bank of New York Mellon adequate
11 GMAC $11.5 billion
12 SunTrust Banks $2.2 billion
13 Capital One adequate
14 BB&T adequate
15 Regions Financial Corporation $2.5 billion
16 State Street Corporation adequate
17 American Express adequate
18 Fifth Third Bank $1.1 billion
19 KeyCorp $1.8 billion
http://en.wikipedia.org/wiki/2009_Supervisory_Capital_Assessment_Program_%28SCAP%29

Stress Testing and Capital Planning The Federal Reserve's Approach

In the wake of the global financial crisis, banking regulators across jurisdictions are emphasizing the use of stress testing of financial institutions as a sup...

In the wake of the global financial crisis, banking regulators across jurisdictions are emphasizing the use of stress testing of financial institutions as a supervisory tool to avoid repeat of such crises in the future. The stress testing approaches differ by jurisdiction and financial institution, but are all intended to provide regulators and bank management with a picture of how financial institutions will fare under different stress scenarios, and what steps must be taken to prepare for, and to mitigate, those possible scenarios.

In the wake of the global financial crisis, banking regulators across jurisdictions are emphasizing the use of stress testing of financial institutions as a supervisory tool to avoid repeat of such crises in the future. The stress testing approaches differ by jurisdiction and financial institution, but are all intended to provide regulators and bank management with a picture of how financial institutions will fare under different stress scenarios, and what steps must be taken to prepare for, and to mitigate, those possible scenarios.

Integrating Economic Scenarios into Stress Testing - Dan Rosen

Regulatory and expert scenarios are typically described in terms of a small number of key economic variables or factors. However, when applied to a portfolio, t...

Regulatory and expert scenarios are typically described in terms of a small number of key economic variables or factors. However, when applied to a portfolio, they are incomplete – they generally do not describe what occurs to all relevant market risk and credit risk factors that affect a portfolio. We need to understand how these risk factors behave, conditional on the outcome of the economic factors, and the map this to portfolio losses. We introduce a new approach called Least Squares Stress Testing (LSST). LSST is a simulation-based conditional scenario generation method that offers many advantages over more traditional analytical methods. Simulation techniques are simple, flexible, and provide very transparent results, which are auditable and easy to explain.
Dan Rosen is currently a Visiting Researcher and the first Director of the Centre for Financial Industries at the Fields Institute for Research in Mathematical Sciences, as well as an Adjunct Professor of Mathematical Finance at the University of Toronto.

Regulatory and expert scenarios are typically described in terms of a small number of key economic variables or factors. However, when applied to a portfolio, they are incomplete – they generally do not describe what occurs to all relevant market risk and credit risk factors that affect a portfolio. We need to understand how these risk factors behave, conditional on the outcome of the economic factors, and the map this to portfolio losses. We introduce a new approach called Least Squares Stress Testing (LSST). LSST is a simulation-based conditional scenario generation method that offers many advantages over more traditional analytical methods. Simulation techniques are simple, flexible, and provide very transparent results, which are auditable and easy to explain.
Dan Rosen is currently a Visiting Researcher and the first Director of the Centre for Financial Industries at the Fields Institute for Research in Mathematical Sciences, as well as an Adjunct Professor of Mathematical Finance at the University of Toronto.

Jason Burack interviewed returning guest, former managing director at Goldman Sachs & Bear Stearns turned whistle blower and author, Nomi Prinshttp://www.nomiprins.com/. Nomi's full bio is here: http://www.nomiprins.com/biography/
Nomi is the author of numerous books including, All the Presidents' Bankers: The Hidden Alliances that DriveAmericanPower https://www.amazon.com/All-Presidents-Bankers-Alliances-American/dp/1568584792/
She is currently working on her newest book, Artisans of Money, which will be out later in 2017.
Nomi's review of 2016 and 2017 political/markets predictions: http://www.nomiprins.com/thoughts/2017/1/3/my-political-financial-road-map-for-2017.html
During this interview, Jason asks Nomi about the effects a strong US Dollar on the US Dollar Index can have on the global economy and how much damage it can do to the global economy?
Jason and Nomi discuss how the amount of foreign government denominated debt in US Dollars and foreign corporate debt denominated in US Dollars has basically risen an order of magnitude in the last few decades.
Jason then asks Nomi about if anything has been fixed in the banking system since the 2008 financial crisis?
Jason and Nomi also discuss if central banks have the ability to continue expanding the balance sheets, why China is also doing currency swaps with its trading partners and some of the risks Donald Trump runs by implementing a tariffs and a large protectionist trade policy on China.
To wrap up the interview, Jason asks Nomi, who was a supporter of Bernie Sanders and on his team of economic advisors how angry she was that Hillary Clinton got the Democratic Party nomination instead of Bernie given the information that came out in Wikileaks Podesta emails and the DNC Leaks.
Please visit the Wall St for Main St website here: http://www.wallstformainst.com/
Follow Jason Burack on Twitter @JasonEBurack
Follow Mo Dawoud on Twitter @m0dawoud
Follow Wall St for Main St on Twitter @WallStforMainSt
Also, please take 5 minutes to leave us a good iTunes review here! https://itunes.apple.com/us/podcast/wall-street-for-main-street/id506204437
If you feel like donating fiat, Bitcoin, Bitgold, gold or silver, Wall St for Main St accepts donations on our main website.
Wall St for Main St is also available for personalized investor education and consulting! Please email us to learn more about it!

Jason Burack interviewed returning guest, former managing director at Goldman Sachs & Bear Stearns turned whistle blower and author, Nomi Prinshttp://www.nomiprins.com/. Nomi's full bio is here: http://www.nomiprins.com/biography/
Nomi is the author of numerous books including, All the Presidents' Bankers: The Hidden Alliances that DriveAmericanPower https://www.amazon.com/All-Presidents-Bankers-Alliances-American/dp/1568584792/
She is currently working on her newest book, Artisans of Money, which will be out later in 2017.
Nomi's review of 2016 and 2017 political/markets predictions: http://www.nomiprins.com/thoughts/2017/1/3/my-political-financial-road-map-for-2017.html
During this interview, Jason asks Nomi about the effects a strong US Dollar on the US Dollar Index can have on the global economy and how much damage it can do to the global economy?
Jason and Nomi discuss how the amount of foreign government denominated debt in US Dollars and foreign corporate debt denominated in US Dollars has basically risen an order of magnitude in the last few decades.
Jason then asks Nomi about if anything has been fixed in the banking system since the 2008 financial crisis?
Jason and Nomi also discuss if central banks have the ability to continue expanding the balance sheets, why China is also doing currency swaps with its trading partners and some of the risks Donald Trump runs by implementing a tariffs and a large protectionist trade policy on China.
To wrap up the interview, Jason asks Nomi, who was a supporter of Bernie Sanders and on his team of economic advisors how angry she was that Hillary Clinton got the Democratic Party nomination instead of Bernie given the information that came out in Wikileaks Podesta emails and the DNC Leaks.
Please visit the Wall St for Main St website here: http://www.wallstformainst.com/
Follow Jason Burack on Twitter @JasonEBurack
Follow Mo Dawoud on Twitter @m0dawoud
Follow Wall St for Main St on Twitter @WallStforMainSt
Also, please take 5 minutes to leave us a good iTunes review here! https://itunes.apple.com/us/podcast/wall-street-for-main-street/id506204437
If you feel like donating fiat, Bitcoin, Bitgold, gold or silver, Wall St for Main St accepts donations on our main website.
Wall St for Main St is also available for personalized investor education and consulting! Please email us to learn more about it!

Stress Testing the Loan Portfolio, part 1

This is part 1 of 3.
Mike Lubansky, director of consulting services at Sageworks, spoke to federal bank examiners from the FDIC, OCC, NCUA and the Federal Rese...

This is part 1 of 3.
Mike Lubansky, director of consulting services at Sageworks, spoke to federal bank examiners from the FDIC, OCC, NCUA and the Federal Reserve at the Supervisory Updates & EmergingIssuesConference for CommunityFinancial Institutions in Washington this week. He discussed regulatory requirements related to stress testing, an explanation of both top down and bottom up stress testing and common data challenges experienced by financial institutions. Learn more about stress testing at http://web.sageworks.com/stress-testing-software/

This is part 1 of 3.
Mike Lubansky, director of consulting services at Sageworks, spoke to federal bank examiners from the FDIC, OCC, NCUA and the Federal Reserve at the Supervisory Updates & EmergingIssuesConference for CommunityFinancial Institutions in Washington this week. He discussed regulatory requirements related to stress testing, an explanation of both top down and bottom up stress testing and common data challenges experienced by financial institutions. Learn more about stress testing at http://web.sageworks.com/stress-testing-software/

Financial crises research at the Cambridge Centre for Risk Studies

Investment risk models and economic assessments work well during periods of business-as-usual, but are deficient when the economy switches into a financial cris...

Investment risk models and economic assessments work well during periods of business-as-usual, but are deficient when the economy switches into a financial crisis. There are many examples of the failures of otherwise-reliable risk models during periods of market turmoil. Understanding the process of contagion in the financial markets, to the global banking system, and to sovereign and central banks remains a severe challenge. Regulators have responded to the financial crisis failures of 2008 by requiring financial institutions to instigate stress tests to demonstrate that their practices and risk capital are adequate for future crises, but these stress tests have been controversial.
The MarketRisk seminar, held on 8 December2015 at the University of CambridgeJudge Business School, presented research work from the Cambridge Centre for Risk Studies, together with contributions from leading practitioners in understanding market tail risks, developing coherent stress tests, and instigating effective risk management strategies.
Presentation by Andrew Coburn.

Investment risk models and economic assessments work well during periods of business-as-usual, but are deficient when the economy switches into a financial crisis. There are many examples of the failures of otherwise-reliable risk models during periods of market turmoil. Understanding the process of contagion in the financial markets, to the global banking system, and to sovereign and central banks remains a severe challenge. Regulators have responded to the financial crisis failures of 2008 by requiring financial institutions to instigate stress tests to demonstrate that their practices and risk capital are adequate for future crises, but these stress tests have been controversial.
The MarketRisk seminar, held on 8 December2015 at the University of CambridgeJudge Business School, presented research work from the Cambridge Centre for Risk Studies, together with contributions from leading practitioners in understanding market tail risks, developing coherent stress tests, and instigating effective risk management strategies.
Presentation by Andrew Coburn.

Exploring tail risk in financial catastrophe

0010DownloadShare
Investment risk models and economic assessments work well during periods of business-as-usual, but are deficient when the economy switches int...

0010DownloadShare
Investment risk models and economic assessments work well during periods of business-as-usual, but are deficient when the economy switches into a financial crisis. There are many examples of the failures of otherwise-reliable risk models during periods of market turmoil. Understanding the process of contagion in the financial markets, to the global banking system, and to sovereign and central banks remains a severe challenge. Regulators have responded to the financial crisis failures of 2008 by requiring financial institutions to instigate stress tests to demonstrate that their practices and risk capital are adequate for future crises, but these stress tests have been controversial.
The MarketRisk seminar, held on 8 December2015 at the University of CambridgeJudge Business School, presented research work from the Cambridge Centre for Risk Studies, together with contributions from leading practitioners in understanding market tail risks, developing coherent stress tests, and instigating effective risk management strategies.
Presentation by Scott Kelly.

0010DownloadShare
Investment risk models and economic assessments work well during periods of business-as-usual, but are deficient when the economy switches into a financial crisis. There are many examples of the failures of otherwise-reliable risk models during periods of market turmoil. Understanding the process of contagion in the financial markets, to the global banking system, and to sovereign and central banks remains a severe challenge. Regulators have responded to the financial crisis failures of 2008 by requiring financial institutions to instigate stress tests to demonstrate that their practices and risk capital are adequate for future crises, but these stress tests have been controversial.
The MarketRisk seminar, held on 8 December2015 at the University of CambridgeJudge Business School, presented research work from the Cambridge Centre for Risk Studies, together with contributions from leading practitioners in understanding market tail risks, developing coherent stress tests, and instigating effective risk management strategies.
Presentation by Scott Kelly.

Stress Testing the Loan Portfolio, part 2

This is part 2 of 3.
Mike Lubansky, director of consulting services at Sageworks, spoke to federal bank examiners from the FDIC, OCC, NCUA and the Federal Rese...

This is part 2 of 3.
Mike Lubansky, director of consulting services at Sageworks, spoke to federal bank examiners from the FDIC, OCC, NCUA and the Federal Reserve at the Supervisory Updates & EmergingIssuesConference for CommunityFinancial Institutions in Washington this week. He discussed regulatory requirements related to stress testing, an explanation of both top down and bottom up stress testing and common data challenges experienced by financial institutions. Learn more about stress testing at http://web.sageworks.com/stress-testing-software/

This is part 2 of 3.
Mike Lubansky, director of consulting services at Sageworks, spoke to federal bank examiners from the FDIC, OCC, NCUA and the Federal Reserve at the Supervisory Updates & EmergingIssuesConference for CommunityFinancial Institutions in Washington this week. He discussed regulatory requirements related to stress testing, an explanation of both top down and bottom up stress testing and common data challenges experienced by financial institutions. Learn more about stress testing at http://web.sageworks.com/stress-testing-software/

2015-FRM : Stress Testing Part 1(of 2)

FinTree website link: http://www.fintreeindia.com
This series of video's discusses following key points :
1) Purposes of stress testing and the process of implementing a stress testing scenario
2) Event-driven scenarios and portfolio-driven scenarios
3) Common one-variable sensitivity tests
4) Drawbacks to scenario analysis
5) Unidimensional and multidimensional scenarios
6) Various approaches to multidimensional scenario analysis
7) Sensitivity analysis and stress testing model parameters
8) Results of a stress test can be used to improve risk analysis and risk management systems
We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with!
This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live FRM Part I Classes in Pune (India).
FB Page link :http://www.facebook.com/Fin...

Stress Testing

An introduction to Stress Testing, with an emphasis on market risk, using components of the corresponding module found under OptimalMRM's market risk e-Learning service.
The full presentation includes risk measurement exercises in Excel and guides subscribers as they practice the concepts and techniques presented in a hands-on manner.
We invite you to attend a complimentary e-Learning demo module (http://www.optimalmrm.com/services/elearning-catalog/17-banks/22-basel/) to experience how Optimal MRM delivers a practical understanding of risk in a rich and interactive manner.

1:31

What is stress testing?

This video explains the Bank of England's approach to stress testing UK banks. On Knowledg...

What is stress testing?

This video explains the Bank of England's approach to stress testing UK banks. On KnowledgeBank we explain how stress testing helps keep our financial system safe.
Find out more - http://edu.bankofengland.co.uk/knowledgebank/will-there-be-another-financial-crisis
Or - http://www.bankofengland.co.uk/publications/Pages/news/2015/076.aspx

27:21

Stress Testing in Banking

An overview of stress testing in the banking industry, with guidelines for senior manageme...

BoE stress tests – in 90 seconds | FT Business

The Bank of England's second annual stress tests have focused on the banking sector's ability to withstand the effects of an emerging markets crisis originating in China. The FT's Martin Arnold explains the tests and what the results mean – in 90 seconds.
► Subscribe to the Financial Times on YouTube: http://bit.ly/FTimeSubs
For more video content from the Financial Times, visit http://www.FT.com/video
Twitter https://twitter.com/ftvideo
Facebook https://www.facebook.com/financialtimes

Bank Stress-Testing, Analysis and Valuation - Rupesh Tailor

Bank Stress-Testing, Analysis and Valuation:
http://www.londonfs.com/programmes/Bank-Stress-Testing-Analysis-and-Valuation/Overview/
Rupesh Tailor discussed changes in the banking industry that emphasise the importance of bank stress-testing, analysis and valuation in today's market.
New products arising in banks' capital structures bring added risk for investors, and being able to properly stress-test capital and liquidity allow them to identify banks that are more susceptible to failure and those that are likely to survive.
This video was produced by London Financial Studies.

2:19

Fed stress tests explained | FT Business

► Subscribe to the Financial Times on YouTube: http://bit.ly/FTimeSubs
The US Federal Res...

Fed stress tests explained | FT Business

► Subscribe to the Financial Times on YouTube: http://bit.ly/FTimeSubs
The USFederal Reserve has released the results of its latest stress tests, designed to establish banks' ability to cope with catastrophic shocks. So how did the banks fare, and what does this mean for shareholders? Lex's Sujeet Indap explains.
For more video content from the Financial Times, visit http://www.FT.com/video
Twitter https://twitter.com/ftvideo
Facebook https://www.facebook.com/financialtimes

Advanced Liquidity Risk, Stress-Testing and Pricing

Advanced Liquidity Risk, Stress-Testing and Pricing:
http://www.londonfs.com/programmes/Advanced-Liquidity-Risk-Stress-Testing-and-Pricing/Overview/
Leonard Matz discusses liquidity risk in financial institutions and its causes, as well as existing best practices and regulatory requirements. Matz goes on to explain the real objectives of stress-testing and how these can be helpful to contingency planning and balance-sheet management.
Liquidity risk pricing is the third key topic, presented as a new challenge for global bankers, risk managers and treasury professionals.
This video was produced by London Financial Studies.

5:26

MATLAB and Macroeconomic Stress Testing - MATLAB Video

Macroeconomic stress testing is an exercise that is driven by central banks and regulators...

MATLAB and Macroeconomic Stress Testing - MATLAB Video

Macroeconomic stress testing is an exercise that is driven by central banks and regulators. Download a Trial of MATLAB: https://goo.gl/C2Y9A5
Learn More About MATLAB Financial Services Solutions: http://goo.gl/j6MNHr
Scenarios on key risk parameters are developed then handed over to these banks. They then run these scenarios on their own portfolios to better understand the inherent risks and their capital requirements for exercises and regulatory requirements such as CCAR. The process has a number of key steps including: downloading data, designing and analyzing risk scenarios, building and validating macroeconomic models, and pricing of portfolios.

2:02

Stress Tests - Are Europe's Banks Safe? | Made in Germany

130 banks in Europe are being put to the test. The ECB's stress test is designed to find o...

Stress Tests - Are Europe's Banks Safe? | Made in Germany

130 banks in Europe are being put to the test. The ECB's stress test is designed to find out how banks would deal with a hypothetical crisis. Do they have enough equity capital to survive? Made in Germany explains how the stress test works and what it's supposedly good for.
Report by Anna Wills and AndreasNeuhaus
More from this edition of Made in Germany: http://www.dw.de/made-in-germany-the-business-magazine-2014-10-21/e-17951209-9798

1:00:41

Stress Test: Reflections on the Financial Crisis

As president of the Federal Reserve Bank of New York and then as President Barack Obama's ...

Timothy Geithner: Stress Test - Reflections on Financial Crises

Harvard Book Store welcomed Timothy F. Geithner, the seventy-fifth secretary of the U.S.Department of the Treasury, and Harvard Kennedy School's David Gergen for a discussion of Secretary Geithner's first book, Stress Test: Reflections on Financial Crises.
In Stress Test, Secretary Geithner provides an illuminating, candid, and definitive account of the unprecedented effort to save the U.S. economy from collapse in the wake of the worst global financial crisis since the Great Depression. Drawing upon his unique perspective and experience, Geithner takes readers behind the scenes during the darkest moments of the crisis. Swift, decisive, and creative action was required to avert disaster, but policy makers faced a fog of uncertainty, with no good options and the risk of catastrophic outcomes.
Stress Test explains in accessible and forthright terms the most controversial and politically unpalatable decisions of Geithner's tenures at the Federal Reserve Bank of New York and at the Treasury, including the harrowing weekend Lehman Brothers went bankrupt; the searing crucible of the AIG bonuses controversy; the development of his widely criticized but ultimately successful plan in early 2009 to end the crisis; the bracing fight for the most sweeping financial reforms in seventy years; and the lingering aftershocks of the crisis, including high unemployment, the fiscal battles, and Europe's repeated flirtations with the economic abyss.
Geithner also shares his personal and professional recollections of key players such as President Obama, Ben Bernanke, Hank Paulson, and Larry Summers, among others, and examines the tensions between politics and policy that have come to dominate discussions of the U.S. economy.
In Stress Test, Geithner draws upon nearly three decades of public service to share lessons in the craft of crisis response to help guide policy makers and the public alike during future financial crises.

CCAR Stress Test – Creating Revenue Forecast Models

Learn watch how Ayasdi's machine intelligence CCAR stress test software is used by major banks to create defensible revenue forecast models that work in all stress test scenarios. See how our CCAR stress test software rapidly correlates and analyze thousands of macroeconomic indicators to uncover those variables that impact revenue - in weeks. In this video Ayasdi Head of Financials Services, Michael Woods, will discusses the challenge of complexity and the solution. Visit our website for additional information http://www.ayasdi.com/industries/financial-services/ccar-stress-test/

The Supervisory Capital Assessment Program, publicly described as the bank stress tests (even though a number of the companies that were subject to them were not banks), was an assessment of capital conducted by the Federal Reserve System and thrift supervisors to determine if the largest U.S. financial organizations had sufficient capital buffers to withstand the recession and the financial market turmoil. The test used two macroeconomic scenarios, one based on baseline conditions and the other with more pessimistic expectations, to plot a 'What If?' exploration into the banking situation in the rest of 2009 and into 2010. The capital levels at 19 institutions were assessed based on their Tier 1 common capital, although it was originally thought that regulators would use tangible common equity as the yardstick. The results of the tests were released on May 7, 2009, at 5pm EST.
Before the tests were completed, the central problems facing the Treasury Department were 1) whether the tests would increase or decrease confidence in any companies that did badly on their tests and 2) whether or not the $350 billion in bailout funds that remained could cover the needed funding after the tests.
For implementation of the supervisory capital assessment program, the baseline assumptions for real GDP growth and the unemployment rate for 2009 and 2010 were assumed to be equal to the average of the projections published by Consensus Forecasts, the Blue Chip Economic Indicators survey, and the Survey of Professional Forecasters in February 2009. This baseline was intended to represent a consensus view about the depth and duration of the recession. Given the current uncertain environment, there is a risk that the economy could turn out to be appreciably weaker than expected in the baseline outlook.
The assumptions for the baseline economic outlook are consistent with the house price path implied by futures prices for the Case‐Shiller 10‐CityComposite index and the average response to a special question on house prices in the latest Blue Chip survey.
The nineteen bank holding companies being stress-tested are as follows:
Asset ranking BankResult: additional capital needed, or adequate
1 Bank of America $33.9 billion
2 JPMorgan Chase adequate
3 Citigroup $5.5 billion
4 Wells Fargo $13.7 billion
5 Goldman Sachs adequate
6 Morgan Stanley $1.8 billion
7 Metropolitan Life Insurance Company adequate
8 PNC Financial Services $0.6 billion
9 U.S. Bancorp adequate
10 The Bank of New York Mellon adequate
11 GMAC $11.5 billion
12 SunTrust Banks $2.2 billion
13 Capital One adequate
14 BB&T adequate
15 Regions Financial Corporation $2.5 billion
16 State Street Corporation adequate
17 American Express adequate
18 Fifth Third Bank $1.1 billion
19 KeyCorp $1.8 billion
http://en.wikipedia.org/wiki/2009_Supervisory_Capital_Assessment_Program_%28SCAP%29

Stress Testing and Capital Planning The Federal Reserve's Approach

In the wake of the global financial crisis, banking regulators across jurisdictions are emphasizing the use of stress testing of financial institutions as a supervisory tool to avoid repeat of such crises in the future. The stress testing approaches differ by jurisdiction and financial institution, but are all intended to provide regulators and bank management with a picture of how financial institutions will fare under different stress scenarios, and what steps must be taken to prepare for, and to mitigate, those possible scenarios.

Exploring tail risk in financial catastrophe...

Stress Testing the Loan Portfolio, part 2...

LONDON (AP) — A British surgeon has admitted assaulting two patients by burning his initials into their livers during transplant operations ...Bramhall used an argon beam coagulator, which seals bleeding blood vessels with an electric beam, to mark his initials on the organs ... ....

District JudgeTed Stewart said during a hearing in Salt Lake City that Lyle Jeffs deserved the 57-month prison sentence because his behavior showed he doesn't respect U.S ... Jeffs is an adult. He knows right from wrong." ... He was ordered to pay $1 million in restitution ... "I do humbly accept my responsibly for my actions ... The FBI put up a $50,000 reward....

Janet Yellen announced that for the third time this year and the fifth time since the financial crisis, the Federal Reserve was increasing interest rates another quarter of a point on Wednesday, according to National Public Radio. Federal policymakers aid the increase in the benchmark federal funds rate would shift from 1.25 percent to 1.5 percent, the third increase on the key rate this year ...Economic growth in the U.S....

search tools

You can search using any combination of the items listed below.

Banks would need to set aside an additional Rs 10,000 crore as provisions for accounts in the Reserve Bank of India’s (RBI) second list that are set to be referred to the National Company Law Tribunal (NCLT). The post Stressed accounts on RBI list. Banks to set aside Rs 10,000 cr more ... ....

Whether it's the pressure of final exams, deadlines at work or the expectations of the holiday season, this time of year can be especially stressful. While most people can't immediately change their situation, there are things they can do to ... ....

Islamabad... Ehsanul Haq Qazi at an interactive technical session held here on the topic of ‘StressManagement’ ... It was also addressed by Engineer Dr ... Muhammad Tahir Nawz was the key-note speaker who gave a detailed presentation on scheme of life to get rid of every-day stresses. Hafiz Ehsanul Haq asserted that the stress-management could be done by ob obeying the ‘Command’ of Allah, having complete faith in his Will ... Dr ... Dr ... ....

“It is only over in May, if it is over now I go on holiday to Brazil or Los Angeles,” said Mourinho... Mourinho went on to insist his side did not need time to clear their head after Sunday’s morale denting defeat against City, as he stressed the tiredness his players felt was not a factor in their performance ... “I’m not saying first or second choice, but he’s an option,” stressed Mourinho ... ....

LAHORE ... They stressed the need for close contacts between the businessmen through use of modern technology such as videoconferencing to develop deep and lasting linkages and networks for sharing each other’s experiences for strengthening of economic relations, the statement said ... ....

Shahram Khanstressed the importance of such specialised services for breast cancer patients and appreciated efforts of private sector particularly the pioneer of the RMI which is pioneer in the private medical sector RMI efforts to be a pioneering private sector in provision of a diverse and quality services to the patients ...Stress was exerted on ......